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» tick id in tcp/ip historical and live data
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| Author | Topic: tick id in tcp/ip historical and live data (6 messages, Page 1 of 1) |
 andrzejs -Interested User- Posts: 23 Joined: May 27, 2004 
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Posted: Apr 17, 2006 03:28 PM
Msg. 1 of 6
When I request historical tick data via tcp/ip I don't receive a valid value for the tick id:
iqfeed.write_synchronous: [write, L="HX,CSCO,10;"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,399232,33242707,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,3549,32843475,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,2758,32839926,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,2758,32837168,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,100,32834410,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1451,32834310,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1791,32832859,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,5000,32831068,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,100,32826068,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,2758,32825968,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L=""] iqfeed.read_synchronous: [read, L="!ENDMSG!"] Also, there's no bid/ask size sent either. Is this a known issue? When I receive live quote updates (Q message) I also don't receive a tick id (it's blank, not 0), but bid/ask sizes are sent. Is this a known issue? I've searched for topics related to 'tick' but found nothing relevant. Thanks |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Apr 17, 2006 04:07 PM
Msg. 2 of 6
TickID is not being sent yet for either Historical or Level1 data.
Ask Size and Bid Size are not being sent yet for historical data. |
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andrzejs -Interested User- Posts: 23 Joined: May 27, 2004
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Posted: Apr 17, 2006 08:51 PM
Msg. 3 of 6
When are the tick id and ask/bid sizes scheduled to be sent?
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Apr 18, 2006 08:16 AM
Msg. 4 of 6
TickID in quote data should start being sent with our next major server release (not the next IQFeed release).
With the historical data fields, we are not as certain to when they will be start being populated. |
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dhakme -DTN Evangelist- Posts: 150 Joined: Sep 17, 2004 
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Posted: Apr 24, 2006 08:14 PM
Msg. 5 of 6
Steve,
Do you know roughly when the next major server release is expected? |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Apr 24, 2006 11:16 PM
Msg. 6 of 6
I wouldn't expect the major server release to be available in the next month. Due to the server changes and compatibility with the IQFeed client, we first need to ensure all IQFeed/DTN.IQ users are on the 4.1 version of IQFeed. This, coupled with continued QA testing on the new server code should take at least another month. We are trying out best to get it out, but don't want to rush it and cause problems.
Jay Froscheiser DTN - Trading Markets |
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